精 為什么用額外的1000個數(shù)據(jù)也算sensitivity analysis呢？
精 L3V5, P44. Which fund in general has a longer investment horizon and less liquidity need in the short-term, saving fund or pension reserve fund? If the saving fund has a longer investment horizon, why is it more reserved by investing more in the bond?
精 L3V5, P88. Why a diversified fixed-income investment strategy affects the volatility of the change in asset value, rather than the volatility of the change in liability? For this type of questions, what should I consider?
精 請問老師房地產(chǎn)的liquidity risk premium(Φ)是相對于無風(fēng)險利率的風(fēng)險溢價嗎？
精 題目讓選錯誤的 解析也說第一個limitation是錯誤的 為什么不選B呀
精 最后一句話可以解釋下為什么f=iM嗎？另外，為什么利率二叉樹為什么會有重疊的樹叉，和r～logN有什么關(guān)系？
精 我知道第一個描述肯定對?？墒菫槭裁吹诙€描述不對呢？
精 第一題，下面這句話代表了什么，怎么就說明交易策略是搶跑了？on the assumption that a trader seeks liquidity and is executing a large buy order by breaking it into pieces.
精 您好，有個問題想請教一下，為了少交稅，sponsor會把資本利得多的那部分先給出去，留著資本利得少的，但是這樣一來，雖然稅少交了但是最終我的realize gain不就也少了嗎，那為什么不多交一些稅獲得更多的realize gain呢
精 不明白這里的premium正負(fù)是怎么得出來的？
精 reading 28 第38題，為什么選C不選B？
精 您好，請教一下，既然我加入benchmark不會導(dǎo)致ir變化，SRb也不變，那我把benchmark比重加到99%這樣我的風(fēng)險不就能最低，而且SRp也不會變，那為啥還要找最優(yōu)權(quán)重呢
精 老師，原版書P158頁在第15題，為什么計算中不用給出的FV 47000？
精 老師，請解析一下固收百題case 1第五題（包括考點和解題思路），謝謝。
精 老師好 請問百題case1 第5題 statement 3不是很理解。“if Janice were to add a 10-yr period certain option to her annuity, her income yield would be reduced when compared to not having the option, but it would be reduced by greater amounts the longer she waits to purchase the annuity" 為什么income yield 會下降？為什么越晚降得越多。謝謝
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